Backward SDEs driven by Gaussian processes (Q740188): Difference between revisions

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+Stochastic calculus with respect to Gaussian processes
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+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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+An \(S\)-transform approach to integration with respect to a fractional Brownian motion
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+Explicit solutions of a class of linear fractional BSDEs
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+THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE
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+A stochastic maximum principle for processes driven by fractional Brownian motion.
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+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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+Existence and uniqueness for BSDE with stopping time
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+Stochastic analysis of the fractional Brownian motion
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+Backward SDEs with superquadratic growth
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+Q4357500
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+Backward Stochastic Differential Equations in Finance
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+A General Fractional White Noise Theory And Applications To Finance
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+Solutions to BSDEs driven by both standard and fractional Brownian motions
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+Q4925771
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
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+Gaussian Hilbert Spaces
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+Transformation formulas for fractional Brownian motion
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Fractional backward stochastic differential equations and fractional backward variational inequalities
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+Wick-Itô Formula for Gaussian Processes
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+Adapted solution of a backward stochastic differential equation
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+Backward stochastic differential equations with subdifferential operator and related variational inequalities
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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+Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
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+Q3141895
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